Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 94 000 | 94 000 | 91 493 | 91 493 | 55 621 CHF | 56 536 CHF | 100,00% | 100,00% |
19/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 94 000 | 94 000 | 91 391 | 91 391 | 55 908 CHF | 56 822 CHF | 100,00% | 100,00% |
18/11/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 94 000 | 94 000 | 91 504 | 91 504 | 56 038 CHF | 56 953 CHF | 100,00% | 100,00% |
15/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 94 000 | 94 000 | 91 396 | 91 396 | 56 974 CHF | 57 888 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 94 000 | 94 000 | 92 564 | 92 564 | 61 170 CHF | 62 095 CHF | 99,33% | 99,33% |
13/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 94 000 | 94 000 | 91 730 | 91 730 | 58 147 CHF | 59 064 CHF | 100,00% | 100,00% |
12/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 94 000 | 94 000 | 91 114 | 91 114 | 57 227 CHF | 58 139 CHF | 98,86% | 100,00% |
11/11/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 92 000 | 92 000 | 87 740 | 87 740 | 49 414 CHF | 50 291 CHF | 99,93% | 99,93% |
08/11/2024 | 1,94% | 0,55 CHF | 0,56 CHF | 90 000 | 90 000 | 85 908 | 85 908 | 43 879 CHF | 44 738 CHF | 100,00% | 100,00% |
07/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 84 000 | 84 000 | 82 887 | 82 887 | 35 873 CHF | 36 702 CHF | 98,41% | 98,41% |